BVT Call 64 TSN 20.12.2024
/ DE000VD3SF13
BVT Call 64 TSN 20.12.2024/ DE000VD3SF13 /
| 11/8/2024 7:54:26 PM |
Chg.+0.016 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+23.53% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
64.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SF1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.41 |
| Time value: |
0.09 |
| Break-even: |
60.61 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
16.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.071 |
| High: |
0.084 |
| Low: |
0.068 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.31% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-65.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.068 |
| 1M High / 1M Low: |
0.143 |
0.068 |
| 6M High / 6M Low: |
0.480 |
0.068 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.81% |
| Volatility 6M: |
|
219.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
